interpolatedsimplezerocurve.hpp File Reference

interpolated simply-compounded zero-rates structure More...

#include <ql/math/comparison.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/utilities/dataformatters.hpp>
#include <utility>

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Classes
class	InterpolatedSimpleZeroCurve< Interpolator >
	YieldTermStructure based on interpolation of zero rates. More...

Namespaces
namespace	QuantLib

Detailed Description

interpolated simply-compounded zero-rates structure

Definition in file interpolatedsimplezerocurve.hpp.